06. Exercise: Creating Data and Backtesting a Strategy
In this exercise, we'll put our skills into practice by creating a dataset and preparing for our first backtests. The focus is on mastering data preparation, a key step for conducting successful backtests. We'll learn how to efficiently build scalable datasets, using proper data wrangling techniques. The process starts with creating datasets from publicly available stock price data, followed by exploratory data analysis, and culminates in building and testing trading models. We'll also explore some advanced investment strategies to apply these skills to deeper analysis.
Note: To complete the exercises, you don't need to understand the inner workings of the functions in the func_lib.py script. However, reading the script can be a valuable learning experience. To read the script, click on the Jupyter logo at the top of the workspace, navigate to the CD13639-Project directory, and click on the func_lib.py link.